ENM 231 A – Differential Equations

MWF 03:00 - 04:00 PM

TOPIC 6

Topic: Special Differential Equations of the Second Order

Members:
Bianca Blanco Quilnet

Chritcharl Angelo Lou

Eunayzah Martinez

Reyjohn Philip Milan

Marc Edcil Mutya

Ysabella Mae Ozoa

Submitted to:

Engr. Dr. Rosario C. Abrasaldo

January 2025
 TABLE OF CONTENTS

Page

TITLE PAGE i

TABLE OF CONTENTS ii

INTRODUCTION

Background of the Study 1

Statement of the Problem 2

DISCUSSION

Special Differential Equations of the Second Order 3

Homogeneous Linear Differential Equation with Constant Coefficient 4

General Solution when the Right Member is Not Zero 6

Special Case when the Right Member is Not Zero 7

Solution by Variation of Parameters 10

LEARNING ACTIVITIES 13

REFERENCES 14
 INTRODUCTION

Background of the study

Special second-order differential equations have an important role in

mathematical modelling and engineering. These equations include homogeneous linear
differential equations with constant coefficients and situations where the right member
is non-zero, which frequently occur in systems influenced by dynamic, mechanical, or
electrical processes. The general solution to these equations consists of complementary
and particular solutions, with techniques such as indeterminate coefficients and
parameter modification used to solve specific forms. Despite their established theoretical
base, there are still obstacles in effectively solving equations with peculiar forms or
intricate dependencies on the right side. This work aims to examine and optimize
solution methodologies for these equations, with a focus on practical applications and
computer efficiency.
Many of the principles, or laws, underlying the behavior of the natural world are
statements or relations involving rates at which things happen. When expressed in
mathematical terms, the relations are equations, and the rates are derivatives. Equations
containing derivatives are differential equations. Therefore, to understand and to
investigate problems involving the motion of fluids, the flow of current in electric circuits,
the dissipation of heat in solid objects, the propagation and detection of seismic waves,
or the increase or decrease of populations, among many others, it is necessary to know
something about differential equations (DiPrima et al., 2017).

Taking everything into account, the researchers are motivated to explore the
broad principles and classifications of second-order linear equations. They aim to
present this exploration in a structured and cohesive manner, offering readers not only
a deeper appreciation for the subject’s inherent significance but also an understanding
of its potential applications in other fields, which underscores the value of the endeavour

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Statement of the Problem

The study of second-order differential equations, particularly those involving

non-homogeneous terms, is integral to understanding and solving a wide range of
problems in engineering, physics, and applied mathematics. These equations are
essential in modeling dynamic systems where forces, currents, or interactions change
over time or space. However, significant challenges arise in effectively solving these
equations, especially when standard analytical techniques encounter limitations.

Second-order differential equations can be categorized into linear and nonlinear

types, with linear equations being the most extensively studied due to their relative
simplicity and applicability in various fields. When non-homogeneous terms are present,
methods such as the method of undetermined coefficients or variation of parameters are
typically employed to find particular solutions. These techniques are effective for
equations with well-defined forms of non-homogeneous terms, such as polynomials,
exponentials, or trigonometric functions. However, as the complexity of the non-
homogeneous term increases—such as in cases involving piecewise functions,
discontinuities, or stochastic inputs—these methods may become cumbersome or
inapplicable, necessitating numerical or approximate approaches.

The core problem lies in determining the most efficient and accurate methods for
deriving solutions to second-order differential equations in scenarios where the
complexity of the equation, the non-homogeneous term, or specific boundary conditions
introduce difficulties.

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 DISCUSSION

Overview of Second-Order Differential Equations

Second-order differential equations involve derivatives up to the second degree

and are often encountered in physics, engineering, and applied sciences. The general
form of a second-order linear differential equation is:

𝒅𝟐 𝒚 𝒅𝒚
𝒂(𝒙) 𝒅𝒙𝟐 + 𝒃(𝒙) 𝒅𝒙 + c(x)y=f (x),

where:
• a(x), b(x), and c(x) are functions of the independent variable x,
• y is the dependent variable
𝒅𝟐 𝒚 𝒅𝒚
• and are the second and first derivatives of y with respect to x, respectively,
𝒅𝒙𝟐 𝒅𝒙

• 𝑓(𝑥)𝑖𝑠 𝑎 𝑔𝑖𝑣𝑒𝑛 𝑓𝑢𝑛𝑐𝑡𝑖𝑜𝑛, 𝑎𝑙𝑠𝑜 𝑐𝑎𝑙𝑒𝑑 𝑡ℎ𝑒 𝑛𝑜𝑛 − ℎ𝑜𝑚𝑜𝑔𝑒𝑛𝑜𝑢𝑠 𝑡𝑒𝑟𝑚.

Homogeneous equations (“when ”) have well-defined solution techniques, but non-

homogeneous equations (“when ”) require additional considerations due to the non-
homogeneous term's complexity.

Challenges in Solving Non-Homogeneous Equations

• Diverse Nature of: Non-homogeneous terms can take various forms—

polynomials, exponentials, trigonometric functions, or their combinations.
Standard techniques like the method of undetermined coefficients rely heavily on
the structure of . For example:

o Solutions often involve guessing exponential forms.

o Trigonometric forms are employed.

However, irregular or mixed forms such as require additional modifications or

hybrid approaches.

• Boundary Conditions and Particular Solutions: The particular solution must not
only satisfy the differential equation but also adhere to specified boundary or
initial conditions. For complex boundary conditions, traditional analytical
methods often become cumbersome.
• Computational Limitations: Numerical approaches like finite difference or finite
element methods are frequently used for irregular or high-complexity equations.
While effective, these methods are resource-intensive and sensitive to
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 discretization errors, especially for equations with steep gradients or oscillatory
solutions.
• Complex Coefficients and Dependencies: When coefficients are not constant but
vary significantly with , solving these equations analytically becomes increasingly
challenging. This is particularly true for systems where the coefficients exhibit
non-linear dependencies.

Homogeneous Linear Differential Equation with Constant Coefficients

We call a second order linear differential equation homogeneous if f(x)=0. In this

section homogeneous second order linear differential equations with constant
coefficients, which can be written in the form:

𝒅𝟐 𝒚 𝒅𝒚
A(𝒂(𝒙) 𝒅𝒙𝟐 ) + 𝑩(𝒃(𝒙) 𝒅𝒙) + C (c(x)y) =f (x), or

𝒂𝒚′′ + 𝒃𝒚′ + 𝒄𝒚 = 𝟎\

Where A, B, C and a, b, c are constants

It has a particular solution of the form y=𝑒 𝑚𝑧 where substituting the value we get:

𝑚2 𝑒 𝑚𝑧 + A𝑒 𝑚𝑧 +B𝑒 𝑚𝑧 = 𝑒 𝑚𝑧 ( 𝑚2 + 𝐴 + 𝐵) = 0

Thus, in order that 𝑒 𝑚𝑧 be a solution , it is necessary and sufficient that m have a value
such that

𝑚2 + 𝐴 + 𝐵 = 0

This is equation is now called the characteristic or auxiliary equation. The roots of the
characteristic equation determine the general solution of the first equation in the
following manner.

Types of Roots

Case 1: Roots are Real and Distinct

When the roots 𝑚1, 𝑚2, 𝑚3, . . . , 𝑚𝑛 of the auxiliary equation are real and
distinct, then the general solution of the homogeneous differential equation will
be:

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 𝑦 = 𝐶1𝑒𝑚1𝑥 + 𝐶2𝑒𝑚2𝑥 + 𝐶3𝑒𝑚3𝑥+ , , , +𝐶𝑛𝑒𝑚𝑛𝑥

Case 2: Roots are Real and Equal

When the roots 𝑚1 = 𝑚2 = 𝑚3 = , , , = 𝑚𝑛 of the auxiliary equation are all real

and equal, then the general solution of the homogeneous differential equation
will be:

𝑦 = 𝑐1𝑒𝑎𝑥 + 𝑐2𝑥𝑒𝑎𝑥 + 𝑐3𝑥2𝑒𝑎𝑥+ , , , +𝐶𝑛𝑥𝑛−1𝑒𝑎𝑥

Case 3: Roots are Imaginary

When the roots 𝑚1 = 𝑎 + 𝑏𝑖 and 𝑚2 = 𝑎 − 𝑏𝑖, where 𝑖 = √−1, of the

auxiliary equation then the general solution of the homogeneous differential
equation will be:

𝑦 = 𝐶1𝑒𝑎𝑥𝑐𝑜𝑠 𝑏𝑥 + 𝐶2𝑒𝑎𝑥𝑠𝑖𝑛 𝑏𝑥

Example: Consider the differential equation:

𝑦" − 5𝑦′ + 6𝑦 = 0

This is a second-order homogeneous linear differential equation. To solve it,

we assume a solution of the form 𝑦 = 𝑒𝑟𝑥, where 𝑟 is a constant.

Step 1: Substitute 𝑦 = 𝑒𝑟𝑥 into the differential equation

Substituting 𝑦 = 𝑒𝑟𝑥, 𝑦′ = 𝑟𝑒𝑟𝑥, and 𝑦" = 𝑟2𝑒𝑟𝑥 into the equation gives
𝑟2𝑒𝑟𝑥 − 5𝑟𝑒𝑟𝑥 + 6𝑒𝑟𝑥 = 0.

Since 𝑒𝑟𝑥 is never zero, we can divide the entire equation by 𝑒𝑟𝑥 to get 𝑟2
− 5𝑟 + 6 = 0.

Step 2: Solve the characteristic equation.

The equation 𝑟2 − 5𝑟 + 6 = 0 is the characteristic equation. We solve it

for 𝑟: (𝑟 − 2)(𝑟 − 3) = 0

Thus, the roots are 𝑟 = 2 and 𝑟 = 3, which are real and distinct.

Step 3: Write the general solution

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 Since the roots are real and distinct, the general solution to the
differential equation is 𝑦 = 𝑐1𝑒2𝑥 + 𝑐2𝑒3𝑥, where 𝑐1 and 𝑐2 are arbitrary
constants.

It is best suited for equations where takes standard forms (polynomials,

exponentials, trigonometric functions). Ineffective for irregular or piecewise functions or
when is not easily guessable. This technique assumes the form of the particular solution
based on the structure of the non-homogeneous term. For instance, if is an exponential
function like, the solution may be of the form. Similarly, for trigonometric functions such
as or, the assumed solution involves trigonometric components. While effective for
standard forms of, this method struggles with irregular or composite functions,
necessitating alternative strategies.

Non- Homogeneous Differential Equations

When the right member f(x)≠ in a second-order linear differential equation, the equation is
called non-homogeneous. The general form is:

𝒅𝟐 𝒚 𝒅𝒚
𝒂 𝒅𝒙𝟐 + 𝒃 𝒅𝒙 + cy=f (x)

Where:

• f (x) is the non-homogeneous term, and, a, b, and c are constants.

The general solution of a non-homogeneous second-order differential equation is the

sum of two parts:
1. Complementary Solution

If y₁(x)and y₂(x) are any two (linearly independent) solutions of a linear, homogeneous
second order differential equation then the general solution 𝑦𝑐𝑓 (x), is

𝑦𝑐𝑓 (𝑥) = Ay₁(x) + By₂(x)

where A, B are constants.

We see that the second order linear ordinary differential equation has two arbitrary
constants in its general solution. The functions y1(x) and y2(x) are linearly
independent if one is not a multiple of the other

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 2. Particular Solution

A specific solution that satisfies the entire equation, including f(x).

A linear ordinary differential equation (ODE) with an inhomogeneous term

typically includes a constant tied to the homogeneous solution, derived by setting the
inhomogeneous term to zero. To solve the equation, you find a particular solution or
apply the reduction of order method if the particular solution's form is unclear.

If the inhomogeneous term includes components from the homogeneous

solution, this can lead to a combination of terms in the particular solution and a general
constant (e.g.,k1) from the homogeneous solution. For instance, if the particular
solution is 4ex+5xex and the homogeneous solution is k1ex, their sum becomes
(4+k1)ex+5xex. This can be simplified as (k2+5x)ex, where k2 = k1 +4. Boundary or
initial conditions are then used to determine k2, and the solution remains consistent
regardless of whether k2 or k1+4 is used. However, the simplified form with k2 is more
concise and generally preferred. For additional examples of these cases, you can refer
to my previous responses on solving ODEs.

Special Case when the Right Member is Not Zero

When the right-hand side of a differential equation is non-zero, the equation is classified
as non-homogeneous. Such equations represent systems influenced by external forces or
sources, making them crucial in fields like physics, engineering, and applied mathematics.

The nature of g(x) determines the strategy for finding the particular solution forms of
𝑦𝑐𝑓 (𝑥). Common forms of f(x) include:

• Polynomial Functions e.g., f(x) =𝑥 𝑛

• Exponential Functions e.g., f(x) = 𝑒 𝑘𝑥

• Trigonometric Functions e.g., f(x)= sin(kx) or cos(kx)

• Combination of the above

Solution Method

General Solution of a Non-homogeneous Second-order Differential Equation

𝒀𝒈 = 𝒀𝒄 + 𝒀𝒑
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 where: 𝑌𝑐 = complementary solution derived from the associated
homogeneous equation 𝑎(𝑥)𝑦" + 𝑏(𝑥)𝑦′ + 𝑐(𝑥)𝑦 = 0

𝑌𝑝 = particular solution which is a specific solution that satisfies

the full- non-homogeneous equation.

The Particular Solution

Method of Undetermined Coefficient

A second way to find a particular solution of the nonhomogeneous system is the

method of undetermined coefficients. To make use of this method, one assumes the
form of the solution with some or all of the coefficients unspecified, and then seeks
to determine these coefficients so as to satisfy the differential equation. As a
practical matter, this method is applicable only if the coefficient matrix P is a
constant matrix, and if the components of g are polynomial, exponential, or
sinusoidal functions, or sums or products of these. In these cases, the correct form of
the solution can be predicted in a simple and systematic manner. The main
difference is illustrated by the case of a nonhomogeneous term of the form 𝑢𝑒𝜆𝑡,
where λ is a simple root of the characteristic equation. In this situation, rather than
assuming a solution of the form 𝑎𝑡𝑒𝜆𝑡, it is necessary to use 𝑎𝑡𝑒𝜆𝑡 + 𝑏𝑒𝜆𝑡, where a
and b are determined by substituting into the differential equation.

Example: Determine a particular solution to

𝑦" − 4𝑦′ − 12𝑦 = 0

The point here is to find a particular solution, however the first thing that
we’re going to do is find the complementary solution to this differential
equation. Recall that the complementary solution comes from solving,

𝑦" − 4𝑦′ − 12𝑦 = 0

The characteristic equation for this differential equation and its roots are,

𝑟2 − 4𝑟 − 12 = (𝑟 − 6) (𝑟 + 2) = 0 ⇒ 𝑟1 = −2, 𝑟2 = 6

The complementary solution is then,

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 𝑦𝑐(𝑡) = 𝐶1𝑒−2𝑡 + 𝑐2𝑒6𝑡

At this point the reason for doing this first will not be apparent, however
we want you in the habit of finding it before we start the work to find a
particular solution. Eventually, as we’ll see, having the complementary
solution in hand will be helpful and so it’s best to be in the habit of finding it
first prior to doing the work for undetermined coefficients.

Now, let’s proceed with finding a particular solution. As mentioned prior

to the start of this example we need to make a guess as to the form of a
particular solution to this differential equation. Since g(t) is an exponential
and we know that exponentials never just appear or disappear in the
differentiation process it seems that a likely form of the particular solution
would be
𝑦𝑝(𝑡) = 𝐴𝑒5𝑡

Now, all that we need to do is do a couple of derivatives, plug this into

the differential equation and see if we can determine what 𝐴 needs to be.
Plugging into the differential equation gives

25𝐴𝑒5𝑡 − 4(5𝐴𝑒5𝑡) − 12(𝐴𝑒5𝑡) = 3𝑒5𝑡

−7𝐴𝑒5𝑡 = 3𝑒5𝑡

in order for our guess to be a solution we will need to choose 𝐴 so that the
coefficients of the exponentials on either side of the equal sign are the same. In
other words, we need to choose 𝐴 so that,

3
−7𝐴 = 3 ⇒ 𝐴 =- 7

Okay, we found a value for the coefficient. This means that we guessed correctly.
A particular solution to the differential equation is then,
3
𝑦𝑝 (𝑡) = − 𝑒 5𝑡
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Solution by Variation of Parameters

A general technique for finding a particular solution to a non-homogeneous second-order

differential equation. This method is especially useful when the non-homogeneous term
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f(x) does not fit the typical forms handled by the method of undetermined coefficients
such as polynomials, exponentials, sines, or cosines (Dawkins, 2022).

To find the particular solution. 𝑦𝑝 (𝑥), assume a solution of the form

𝑦𝑝 (𝑥) = v₁(x)y₁(x) + v₂(x)y₂(x),

where v₁(x) and v₂(x) are functions to be determined.

Consider the differential equation,

𝑦 ′′ + 𝑞(𝑡)𝑦 ′ + 𝑟(𝑡)𝑦 = 𝑔(𝑡)

Assume that y1(t)y1(t) and y2(t)y2(t) are a fundamental set of solutions for

𝑦 ′′ + 𝑞(𝑡)𝑦 ′ + 𝑟(𝑡)𝑦 = 0

Then a particular solution to the nonhomogeneous differential equation is,

𝑦₂𝑔(𝑡) 𝑦₁𝑔(𝑡)
𝑦𝑝 (𝑡) = −𝑦₁ ∫ 𝑑𝑡 + 𝑦₂ ∫ 𝑑𝑡
𝑊(𝑦₁, 𝑦₂) 𝑊(𝑦₁, 𝑦₂)

The method of variation of parameters applies to solve

𝑎(𝑥)𝑦 ′′ + 𝑏(𝑥)𝑦 ′ + 𝑐(𝑥) = 0

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 Continuity of a, b, c and f is assumed, plus a(x) /= 0. The method is important because it solves
the largest class of equations. Specifically x2 included are functions f (x) like ln |x|, |x|, e .

Independence. Two solutions y1, y2 of (2) are called independent if neither is a

constant multiple of the other. The term dependent means not independent, in
which case either y1(x) = cy2(x) or y2(x) = cy1(x) holds for all x, for some
constant c. Independence can be tested through the Wronskian of y1, y2, defined by

W (x) = y1(x)y2(x) — y1(x)y2(x).

Two solutions of (2) are independent if and only if W (x) /= 0. T

Theorem 14 (Variation of Parameters Formula)

Let a, b, c, f be continuous near x = x0 and a(x) /= 0. Let y1, y2 be two independent

solutions of the homogeneous equation ay′′ + by′ + cy = 0 and let W (x) = y1(x)y′ (x)
— y′ (x)y2(x).

The particular solution is

∫ ∫
y2(x)(—f (x)) y1(x)f (x)
(3) y (x) = y (x) dx + y (x) dx .
p 1 2
a(x)W (x) a(x)W (x)

Example (Two Methods) Solve y′′ — y = ex by undetermined coefficients and by

variation of parameters. Explain any differences in the answers.

Solution: The general solution is reported to be

y = yh + yp = c1ex + c2e−x +xex/2.

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 Homogeneous solution.

The characteristic equation r2 —1 = 0 for y′′ — y = 0 has roots

±1. The homogeneous solution is

yh = c1ex + c2e−x.

Undetermined Coefficients Summary. The basic trial solution

method gives initial trial solution y = d1ex, because the RHS = ex has
all derivatives given by a linear combination of the independent
function ex. The fixup rule applies because the homogeneous solution
contains duplicate term c1ex. The final trial solution is y = d1xex.
Substitution into y′′ — y = ex gives 2d1ex + d1xex — d1xex = ex.
Cancel ex and equate coefficients of powers of x to find d1 = 1/2.
Then yp = xex/2.

Variation of Parameters Summary. The homogeneous solution yh =

c1ex+ c2e−x found above implies y1 = ex, y2 = e−x is a suitable
independent pair of solutions. Their Wronskian is W = —2

The variation of parameters formula (11) applies:

∫

−𝑒 −𝑥 𝑥
𝑦𝑝 (𝑥) = 𝑒 𝑥 𝑒 𝑑𝑥 + 𝑒 −𝑥
−2

This versatile method constructs a particular solution using the fundamental solutions of
the associated homogeneous equation. By introducing functions and to replace the
constants in the general homogeneous solution, the method adapts to a wider variety of.
For example, the particular solution is assumed to be , where and are solutions to the
homogeneous equation. Variation of parameters is computationally intensive but highly
adaptable.

The problem of solving second-order differential equations, particularly in non-

homogeneous cases, is both theoretically and practically significant. By exploring and
optimizing solution methodologies, this study aims to bridge the gap between theoretical
advances and practical applications, ensuring that complex real-world problems are
addressed with precision and efficiency (Smith & Johnson, 2020).

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Learning Activities/Questions

• What is the primary difference between homogeneous and non-homogeneous second-

order differential equations? a) Homogeneous equations have constant coefficients. b)
Non-homogeneous equations include an external forcing term . c) Homogeneous
equations always yield numerical solutions. d) Non-homogeneous equations have no
practical applications.
• In the method of variation of parameters, what is the purpose of the functions and ? a)
They represent the solutions to the homogeneous equation. b) They transform the
differential equation into a polynomial. c) They replace constants to adapt the solution
to . d) They are used only for linear differential equations.
• Describe the importance of second-order differential equations in scientific and
engineering contexts. Include examples from at least two fields to illustrate their
applications.
• Discuss the advantages and limitations of the methods of undetermined coefficients and
variation of parameters. When would you prefer one method over the other, and why
• Explain how boundary and initial conditions influence the solution of second-order
differential equations. Provide examples to support your discussion
• Compare and contrast numerical and analytical methods for solving second-order
differential equations. What are the strengths and weaknesses of each approach

Practical Application

1. Cross-Disciplinary Integration:
o Explore how second-order differential equations are applied in biology (e.g.,
population dynamics) or economics (e.g., market oscillations). Write a report
connecting these applications to the mathematical principles discussed.

Exercises

Independence. Find solutions y1, y2 of the given homogeneous differential equation.

1. y′′ — y = 0

2. y′′ — 4y = 0

3. y′′ + y = 0

4. y′′ + 4y = 0

5. 4y′′ = 0

6. y′′ = 0

7. 4y′′ + y′ = 0

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 References:

Differential Equations - Undetermined Coefficients. (n.d.). Tutorial.math.lamar.edu.

https://tutorial.math.lamar.edu/classes/de/undeterminedcoefficients.aspx

Khan, Samir, and Sarthak Khattar . “Homogeneous Linear Differential Equations | Brilliant
Math & Science Wiki.” Brilliant.org, 2024, brilliant.org/wiki/homogeneous-linear-
differential- equations/.
Simmons, George F. Differential Equations with Applications and Historical Notes, Third
Edition. Boca Raton, CRC Press, 2016.
Strang, Gilbert, and Edwin “Jed” Herman. “7.1 Second-Order Linear Equations - Calculus
Volume 3 | OpenStax.” Openstax.org, OpenStax, 2016,
openstax.org/books/calculus- volume-3/pages/7-1-second-order-linear-
equations. Accessed 5 Sept. 2024.
Smith, J., & Johnson, R. (2020). Advanced differential equations and their applications. Academic
Press.
Variation of Parameters (A Better Reduction of Order Method for Nonhomogeneous Equations).
(n.d.). Retrieved January 12, 2025, from
https://www.uah.edu/images/people/faculty/howellkb/DEText-Ch23.pdf

Variation of Parameters (A Better Reduction of Order Method for Nonhomogeneous Equations).

(n.d.). Retrieved January 12, 2025, from
https://www.uah.edu/images/people/facuty/howellkb/DEText-Ch23.

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